Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.fast.moving.average and PPO.Entry.type.of.slow.moving.average

BEST PARAMETERS
PPO.Entry.type.of.fast.moving.average = T3
PPO.Entry.type.of.slow.moving.average = DEMA
Profit account= 96 (per day adjusted to desire% DD )
Activity = 1.58 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.fast.moving.average = T3 and PPO.Entry.type.of.slow.moving.average = DEMA

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
671 16058.18 859.30 1506.91 2 186 168 -5.0 T3 DEMA NZDUSD 5.023033 199.082891 59724.8674 31969.0891 37.203641 0.2164553 No
971 23742.34 544.22 7281.55 3 122 101 -24.3 T3 DEMA USDJPY 24.271833 41.200019 12360.0058 9781.8486 17.974070 0.2241740 No
271 12771.88 700.02 3169.23 3 112 85 -10.6 T3 DEMA EURJPY 10.564100 94.660217 28398.0651 12089.8893 17.270777 0.1599954 No
1071 36309.60 867.94 18786.86 4 279 220 -62.6 T3 DEMA XAUUSD 62.622867 15.968608 4790.5824 5798.1376 6.680344 0.3214508 No
771 3765.98 807.85 3205.32 3 44 39 -10.7 T3 DEMA USDCAD 10.684400 93.594399 28078.3198 3524.7464 4.363120 0.0544656 No
871 6254.04 785.43 8358.04 3 73 60 -27.9 T3 DEMA USDCHF 27.860133 35.893583 10768.0748 2244.7990 2.858051 0.0929427 No
571 11194.33 853.42 15720.77 3 118 99 -52.4 T3 DEMA GBPUSD 52.402567 19.083035 5724.9104 2136.2179 2.503126 0.1382672 No
371 7544.63 713.91 12980.20 3 77 64 -43.3 T3 DEMA EURUSD 43.267333 23.112125 6933.6374 1743.7243 2.442499 0.1078567 No
471 32478.15 811.09 59647.57 4 146 119 -198.8 T3 DEMA GBPJPY 198.825233 5.029543 1508.8628 1633.5024 2.013959 0.1800047 No
171 3010.37 735.54 8670.51 3 30 27 -28.9 T3 DEMA EURGBP 28.901700 34.600041 10380.0122 1041.5892 1.416088 0.0407864 No
71 37431.88 851.22 122234.35 5 183 158 -407.4 T3 DEMA AUDUSD 407.447833 2.454302 736.2906 918.6913 1.079264 0.2149856 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 50
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 15 minutes
14 BLAI.length 24
15 BLAISlow.Timeframe 15 minutes
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average DEMA
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average DEMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1